CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 06-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
694-4 |
702-2 |
7-6 |
1.1% |
647-0 |
High |
705-6 |
702-2 |
-3-4 |
-0.5% |
684-0 |
Low |
694-4 |
699-0 |
4-4 |
0.6% |
621-4 |
Close |
703-6 |
703-4 |
-0-2 |
0.0% |
681-4 |
Range |
11-2 |
3-2 |
-8-0 |
-71.1% |
62-4 |
ATR |
16-6 |
15-7 |
-0-7 |
-5.1% |
0-0 |
Volume |
25,559 |
19,621 |
-5,938 |
-23.2% |
62,375 |
|
Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-3 |
710-5 |
705-2 |
|
R3 |
708-1 |
707-3 |
704-3 |
|
R2 |
704-7 |
704-7 |
704-1 |
|
R1 |
704-1 |
704-1 |
703-6 |
704-4 |
PP |
701-5 |
701-5 |
701-5 |
701-6 |
S1 |
700-7 |
700-7 |
703-2 |
701-2 |
S2 |
698-3 |
698-3 |
702-7 |
|
S3 |
695-1 |
697-5 |
702-5 |
|
S4 |
691-7 |
694-3 |
701-6 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849-7 |
828-1 |
715-7 |
|
R3 |
787-3 |
765-5 |
698-6 |
|
R2 |
724-7 |
724-7 |
693-0 |
|
R1 |
703-1 |
703-1 |
687-2 |
714-0 |
PP |
662-3 |
662-3 |
662-3 |
667-6 |
S1 |
640-5 |
640-5 |
675-6 |
651-4 |
S2 |
599-7 |
599-7 |
670-0 |
|
S3 |
537-3 |
578-1 |
664-2 |
|
S4 |
474-7 |
515-5 |
647-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
705-6 |
621-4 |
84-2 |
12.0% |
13-4 |
1.9% |
97% |
False |
False |
20,614 |
10 |
705-6 |
621-4 |
84-2 |
12.0% |
13-3 |
1.9% |
97% |
False |
False |
15,993 |
20 |
705-6 |
583-4 |
122-2 |
17.4% |
13-2 |
1.9% |
98% |
False |
False |
17,300 |
40 |
705-6 |
583-4 |
122-2 |
17.4% |
10-7 |
1.5% |
98% |
False |
False |
12,993 |
60 |
705-6 |
580-4 |
125-2 |
17.8% |
9-5 |
1.4% |
98% |
False |
False |
10,595 |
80 |
705-6 |
547-2 |
158-4 |
22.5% |
8-5 |
1.2% |
99% |
False |
False |
8,667 |
100 |
705-6 |
502-0 |
203-6 |
29.0% |
8-1 |
1.2% |
99% |
False |
False |
7,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
716-0 |
2.618 |
710-6 |
1.618 |
707-4 |
1.000 |
705-4 |
0.618 |
704-2 |
HIGH |
702-2 |
0.618 |
701-0 |
0.500 |
700-5 |
0.382 |
700-2 |
LOW |
699-0 |
0.618 |
697-0 |
1.000 |
695-6 |
1.618 |
693-6 |
2.618 |
690-4 |
4.250 |
685-2 |
|
|
Fisher Pivots for day following 06-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
702-4 |
701-4 |
PP |
701-5 |
699-5 |
S1 |
700-5 |
697-5 |
|